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Jensen's inequality can fail on an infinite measure space without normalization
Statement refuted
Jensen's inequality remains valid without the hypothesis that the underlying measure be a probability measure.
Facts & Assumptions
Given: Counting measure on , the function , and .
Jensen's theorem is stated for probability measures (Jensen's integral inequality for a probability measure).
Counting measure is a measure on (Counting measure on an arbitrary set, Counting measure is a measure).
Counterexample
Under counting measure,[L2, given, algebra]
Hence [step 1.1, L1] ∎ So Jensen fails on this infinite measure space, exactly as warned by [L1].
Depends on
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
13 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Richard L. Wheeden and Antoni Zygmund, Measure and Integral, Theorem (7.44) (standard reference, not scraped)